Oh man, i found out how the shipping works.
After ordering 100 times, the place were those items gets stored is a mess now lol.
But it's not bugged for me, Orde the iteam + wait a few hours with Express Delivery then go back to airport by selecting the squad to travel back to airport.
Items should be stored inside the building next to place.
Look @ briefcase icon inside around the warehouse inside the building.
It is a pretty neat mechanic, innit? Probably the one identifying feature they kept from JA2 that is still fully intact.
Holding the airport is probably the most important strategic element of your opening plays. Keeping a strong presence in it is just as vital throughout the game as continuing to secure new sources of income and towns as well as training and equipping militia.